NYCU, College of Management, 517013

AY113, Semester 1, [email protected] ©

College of Management NYCU

517013 Operations Research (I)
Tutorial of Simplex method

Regular Simplex Method

Question R1.
Maximize z = 5 x1 + x2
subject to: 2 x1 + x2 ≤ 6
x1 − x2 ≤ 0
x1 , x2 ≥ 0

Question R2
Minimize z = − x1 − x2
subject to: x1 − x2 ≤ 1
x1 + x2 ≤ 2
x1 , x2 ≥ 0

Question R3
Maximize z = 2 x1 + 2 x 2 + 4 x3
subject to: x1 + x 2 + 2x3 ≤ 200
3 x1 + 2 x 2 + 5 x3 ≤ 420
2 x1 + x 2 + 3 x3 ≤ 240
x1 , x 2 , x3 ≥ 0

Advanced Simplex Method

Question A1:
Solve to following LP problem by Big-M and Two-Phase Simplex method.
Minimize z = 2 x1 + 3x2
subject to: 2 x1 + x2 ≥ 4
− x1 + x2 ≤ 1
x1 , x2 ≥ 0

Question A2:
Solve to following LP problem by Big-M and Two-Phase Simplex method.
Minimize z = 4 x1 + 4 x2 + x3
subject to: x1 + x2 + x3 ≤ 2
2 x1 + x2 ≤ 3
2 x1 + x2 + 3x3 ≥ 3
x1 , x 2 , x3 ≥ 0
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Solution:
QR1.

Augmented form
max z = 5 x1 + x2
subject to: 2 x1 + x2 + s1 = 6
x1 − x2 + s2 = 0
x1 , x2 , s1 , s 2 ≥ 0
Basic Z x1 x2 s1 s2 RHS
z 1 -5 -1 0 0 0
s1 0 2 1 1 0 6
s2 0 1 -1 0 1 0

Basic Z x1 x2 s1 s2 RHS Ratio

z 1 -5 -1 0 0 0
s1 0 2 1 1 0 6 3
s2 0 1 -1 0 1 0 0

Basic Z x1 x2 s1 s2 RHS
z 1 0 -6 0 5 0
s1 0 0 3 1 -2 6
x1 0 1 -1 0 1 0

Basic z x1 x2 s1 s2 RHS Ratio

z 1 0 -6 0 5 0
s1 0 0 3 1 -2 6 1
x1 0 1 -1 0 1 0 N/A

Basic z x1 x2 s1 s2 RHS
z 1 0 0 2 1 12
x2 0 0 1 1/3 - 2/3 2
x1 0 1 0 1/3 1/3 2

Optimal Solution: x1 = 2, x2 = 2, x1=s1=0.

Optimal value: z= 12.
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QR2.
Augmented form

Max − z = x1 + x2
Basic -z x1 x2 s1 s2 RHS
-z 1 -1 -1 0 0 0 subject to: x1 − x2 + s1 = 1
s1 0 1 -1 1 0 1 x1 + x2 + s2 = 2
s2 0 1 1 0 1 2 x1 , x2 , s1 , s2 ≥ 0

Basic -z x1 x2 s1 s2 RHS Ratio

-z 1 -1 -1 0 0 0
s1 0 1* -1 1 0 1 1
s2 0 1 1 0 1 2 2

Basic -z x1 x2 s1 s2 RHS
-z 1 0 -2 1 0 1
x1 0 1 -1 1 0 1
s2 0 0 2 -1 1 1

Basic -z x1 x2 s1 s2 RHS Ratio

-z 1 0 -2 1 0 1
x1 0 1 -1 1 0 1 N/A
s2 0 0 2* -1 1 1 0.5
Basic -z x1 x2 s1 s2 RHS
-z 1 0 0 0 1 2
x1 0 1 0 0.5 0.5 1.5
x2 0 0 1 -0.5 0.5 0.5
Basic Feasible Solution 1 with optimal value:
z = -2
Basic Variables: Non-Basic Variables:
x1=1.5 s1, s2
x2=0.5

Basic -z x1 x2 s1 s2 RHS Ratio

-z 1 0 0 0 1 2
x1 0 1 0 0.5* 0.5 1.5 3
x2 0 0 1 -0.5 0.5 0.5 N/A

Basic -z x1 x2 s1 s2 RHS
-z 1 0 0 0 1 2
s1 0 2 0 1 1 3
x2 0 1 1 0 1 2
Basic Feasible Solution 2 with optimal
value:
z = -2
Basic Variables: Non-Basic
Variables:
s1=3 x1, s2
x2=2

The convex combinations of these two basic feasible solutions (corners) are also optimal.
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QR3.
Augmented form
Maximize z = 2 x1 + 2 x 2 + 4 x3
subject to: x1 + x2 + 2 x3 + s1 = 200
3 x1 + 2 x2 + 5 x3 + s 2 = 420
2 x1 + x2 + 3 x3 + s3 = 240
x1 , x2 , x3 , s1 , s 2 , s3 ≥ 0

Basic z x1 x2 x3 s1 s2 s3 RHS
z 1 -2 -2 -4 0 0 0 0
s1 0 1 1 2 1 0 0 200
s2 0 3 2 5 0 1 0 420
s3 0 2 1 3 0 0 1 240

Basic z x1 x2 x3 s1 s2 s3 RHS Ratio

z 1 -2 -2 -4 0 0 0 0
s1 0 1 1 2 1 0 0 200 100
s2 0 3 2 5 0 1 0 420 84
s3 0 2 1 3 0 0 1 240 80

Basic z x1 x2 x3 s1 s2 s3 RHS
z 1 2/3 - 2/3 0 0 0 4/3 320
s1 0 - 1/3 1/3 0 1 0 - 2/3 40
s2 0 - 1/3 1/3 0 0 1 -5/3 20
x3 0 2/3 1/3 1 0 0 1/3 80

Basic z x1 x2 x3 s1 s2 s3 RHS Ratio

z 1 2/3 - 2/3 0 0 0 4/3 320
s1 0 - 1/3 1/3 0 1 0 - 2/3 40 120
s2 0 - 1/3 1/3 0 0 1 -5/3 20 60
x3 0 2/3 1/3 1 0 0 1/3 80 240

Basic z x1 x2 x3 s1 s2 s3 RHS
z 1 0 0 0 0 2 -2 360
s1 0 0 0 0 1 -1 1 20
x2 0 -1 1 0 0 3 -5 60
x3 0 1 0 1 0 -1 2 60

Basic z x1 x2 x3 s1 s2 s3 RHS Ratio

z 1 0 0 0 0 2 -2 360
s1 0 0 0 0 1 -1 1 20 20
x2 0 -1 1 0 0 3 -5 60 N/A
x3 0 1 0 1 0 -1 2 60 30

Basic z x1 x2 x3 s1 s2 s3 RHS
z 1 0 0 0 2 0 0 400
s3 0 0 0 0 1 -1 1 20
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x2 0 -1 1 0 5 -2 0 160
x3 0 1 0 1 -2 1 0 20

Basic Feasible Solution 1 with optimal value:

z = 400
Basic Variables: Non-Basic Variables:
x2 = 160 x1, s1, s2
x3 = 20
s3 = 20

Basic z x1 x2 x3 s1 s2 s3 RHS Ratio

-z 1 0 0 0 2 0 0 400
s3 0 0 0 0 1 -1 1 20 N/A
x2 0 -1 1 0 5 -2 0 160 N/A
x3 0 1 0 1 -2 1 0 20 20

Basic z x1 x2 x3 s1 s2 s3 RHS
z 1 0 0 0 2 0 0 400
s3 0 0 0 0 1 -1 1 20
x2 0 0 1 1 3 -1 0 180
x1 0 1 0 1 -2 1 0 20
Basic Feasible Solution 2 with optimal value:
z = 400
Basic Variables: Non-Basic Variables:
x1 = 20 x3, s1, s2
x2 = 180
s3 = 20

Basic z x1 x2 x3 s1 s2 s3 RHS Ratio

z 1 0 0 0 2 0 0 400
s3 0 0 0 0 1 -1 1 20 N/A
x2 0 -1 1 0 5 -2 0 160 N/A
x3 0 1 0 1 -2 1 0 20 20

Basic z x1 x2 x3 s1 s2 s3 RHS
z 1 0 0 0 2 0 0 400
s3 0 1 0 1 -1 0 1 40
x2 0 1 1 2 1 0 0 200
S2 0 1 0 1 -2 1 0 20
Basic Feasible Solution 3 with optimal value:
z = 400
Basic Variables: Non-Basic Variables:
x2 = 200 x1, x3, s1
s2 = 20
s3 = 40
The convex combinations of these three basic feasible solutions (corners) are also optimal.
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Solution
QA1
Big-M method Augmented form
Maximize -z = − 2 x1 − 3x 2 − Ma1
subject to: 2 x1 + x 2 − s1 + a1 = 4
− x1 + x2 + s 2 = 1
x1 , x2 , s1 , s2 ≥ 0
a1 = 0
Basic -z x1 x2 s1 s2 a1 RHS
-z 1 2 3 0 0 M 0
a1 0 2 1 -1 0 1 4
s2 0 -1 1 0 1 0 1

Basic -z x1 x2 s1 s2 a1 RHS
2-
-z 1 3-M M 0 0 -4M
2M
a1 0 2 1 -1 0 1 4
s2 0 -1 1 0 1 0 1

Basic -z x1 x2 s1 s2 a1 RHS Ratio

2-
-z 1 3-M M 0 0 -4M
2M
a1 0 2* 1 -1 0 1 4 2
s2 0 -1 1 0 1 0 1 N/A

Basic -z x1 x2 s1 s2 a1 RHS
-z 1 0 2 1 0 M-1 -4
x1 0 1 ½ -½ 0 ½ 2
s2 0 0 3/2 -½ 1 ½ 3

Optimal solution: x1=2, s2=3, x2=s1=0.

Optimal value: z=4.
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Two-phase method
Phase 1:
Maximize -w = − a1
subject to: 2 x1 + x 2 − s1 + a1 = 4
− x1 + x2 + s 2 = 1
x1 , x2 , s1 , s2 ≥ 0
a1 = 0
Basic -w x1 x2 s1 s2 a1 RHS
-w 1 0 0 0 0 1 0
a1 0 2 1 -1 0 1 4
s2 0 -1 1 0 1 0 1

Basic -w x1 x2 s1 s2 a1 RHS
-w 1 -2 -1 1 0 0 -4
a1 0 2 1 -1 0 1 4
s2 0 -1 1 0 1 0 1

Basic -w x1 x2 s1 s2 a1 RHS Ratio

-w 1 -2 -1 1 0 0 -4
a1 0 2* 1 -1 0 1 4 2
s2 0 -1 1 0 1 0 1 N/A

Basic -w x1 x2 s1 s2 a1 RHS
-w 1 0 0 0 0 1 0
x1 0 1 1/2 - 1/2 0 1/2 2
1
s2 0 0 - 1/2 1 1/2 3
1/2

Phase 2:

Basic -z x1 x2 s1 s2 RHS
-z 1 2 3 0 0 0
x1 0 1 1/2 - 1/2 0 2
1
s2 0 0 - 1/2 1 3
1/2

Basic -z x1 x2 s1 s2 RHS
-z 1 0 2 1 0 -4
x1 0 1 1/2 - 1/2 0 2
1
s2 0 0 - 1/2 1 3
1/2

Optimal solution: x1=2, s2=3, x2=s2=0.

Optimal value: z=4.
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QA2
Big-M method Augmented form
Maximize - z = − 4 x1 − 4 x2 − x3 − Ma1
subject to: x1 + x2 + x3 + s1 = 2
2 x1 + x2 + s 2 = 3
2 x1 + x2 + 3x3 − s3 + a1 = 3
x1 , x2 , x3 , s1 , s2 , s3 ≥ 0
a1 = 0
Basic -z x1 x2 x3 s1 s2 s3 a1 RHS
-z 1 4 4 1 0 0 0 M 0
s1 0 1 1 1 1 0 0 0 2
s2 0 2 1 0 0 1 0 0 3
a1 0 2 1 3 0 0 -1 1 3

Basic -z x1 x2 x3 s1 s2 s3 a1 RHS Ratio

4- 1-
-z 1 4-M 0 0 M 0 -3M
2M 3M
s1 0 1 1 1 1 0 0 0 2 2
s2 0 2 1 0 0 1 0 0 3 N/A
a1 0 2 1 3* 0 0 -1 1 3 1

Basic -z x1 x2 x3 s1 s2 s3 a1 RHS
-z 1 10/3 11/3 0 0 0 1/3 M-1/3 -1
s1 0 1/3 2/3 0 1 0 1/3 - 1/3 1
s2 0 2 1 0 0 1 0 0 3
x3 0 2/3 1/3 1 0 0 - 1/3 1/3 1

Optimal solution: s1=1, s2=3, x3=1, x1=x2=s3=0.

Optimal value: z=1.
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Two-phase method
Phase 1: Maximize -w = −a 1

subject to: x1 + x2 + x3 + s1 = 2
2 x1 + x2 + s 2 = 3
2 x1 + x2 + 3x3 − s3 + a1 = 3
x1 , x2 , x3 , s1 , s2 , s3 ≥ 0
a1 = 0
Basic -w x1 x2 x3 s1 s2 s3 a1 RHS
-w 1 0 0 0 0 0 0 1 0
s1 0 1 1 1 1 0 0 0 2
s2 0 2 1 0 0 1 0 0 3
a1 0 2 1 3 0 0 -1 1 3

Basic -w x1 x2 x3 s1 s2 s3 a1 RHS
-w 1 -2 -1 -3 0 0 1 0 -3
s1 0 1 1 1 1 0 0 0 2
s2 0 2 1 0 0 1 0 0 3
a1 0 2 1 3 0 0 -1 1 3

Basic -w x1 x2 x3 s1 s2 s3 a1 RHS Ratio

-w 1 -2 -1 -3 0 0 1 0 -3
s1 0 1 1 1 1 0 0 0 2 2
s2 0 2 1 0 0 1 0 0 3 N/A
a1 0 2 1 3* 0 0 -1 1 3 1

Basic -w x1 x2 x3 s1 s2 s3 a1 RHS
-w 1 0 0 0 0 0 0 1 0
s1 0 1/3 2/3 0 1 0 1/3 - 1/3 1
s2 0 2 1 0 0 1 0 0 3
x3 0 2/3 1/3 1 0 0 - 1/3 1/3 1

Phase 2:
Basic -z x1 x2 x3 s1 s2 s3 RHS
-z 1 4 4 1 0 0 0 0
s1 0 1/3 2/3 0 1 0 1/3 1
s2 0 2 1 0 0 1 0 3
x3 0 2/3 1/3 1 0 0 - 1/3 1

Basic -z x1 x2 x3 s1 s2 s3 RHS
-z 1 10/3 11/3 0 0 0 1/3 -1
s1 0 1/3 2/3 0 1 0 1/3 1
s2 0 2 1 0 0 1 0 3
x3 0 2/3 1/3 1 0 0 - 1/3 1

Optimal solution: s1=1, s2=3, x3=1, x1=x2=s3=0,

Optimal value: z=1.